Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 3.909999600 118,200.0000 4,236.48 08/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 68,800.0000 2,396.53 08/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 44,865.35 08/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 0.00 08/31/2011 12X4269 1269216 09/30/2043 02008 3.800001600 2,787,000.0000 97,080.54 08/31/2011 12X4269 1269216 09/30/2044 02008 3.800001600 4,169,000.0000 145,220.23 08/31/2011 12X4269 1269216 09/30/2043 02009 3.800001600 3,043,000.0000 105,997.88 08/31/2011 12X4269 1269216 09/30/2044 02009 3.800001600 4,616,000.0000 160,790.73 08/31/2011 12X4269 1269216 09/30/2043 02010 3.800001600 37,000.0000 1,288.83 08/31/2011 12X4269 1269216 09/30/2044 02010 3.800001600 1,266,000.0000 44,099.02 08/31/2011 ------------------------ ---------------------- 17,485,000.0000 605,975.59 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.899999600 510,600.0000 22,934.45 08/31/2011 12X4269 1269230 09/30/2041 02005 4.899999600 707,000.0000 31,756.08 08/31/2011 12X4269 1269230 09/30/2042 02005 4.899999600 876,000.0000 39,347.00 08/31/2011 12X4269 1269230 09/30/2043 02005 4.899999600 630,000.0000 28,297.50 08/31/2011 12X4269 1269230 09/30/2044 02005 4.899999600 36,000.0000 1,617.00 08/31/2011 12X4269 1269230 09/30/2041 02006 4.659998400 425,500.0000 18,175.94 08/31/2011 12X4269 1269230 09/30/2042 02006 4.659998400 1,269,000.0000 54,207.43 08/31/2011 12X4269 1269230 09/30/2043 02006 4.659998400 205,000.0000 8,756.91 08/31/2011 12X4269 1269230 09/30/2044 02006 4.659998400 701,000.0000 29,944.37 08/31/2011 12X4269 1269230 09/30/2042 02007 5.079999600 77,000.0000 3,585.63 08/31/2011 12X4269 1269230 09/30/2043 02007 5.079999600 14,700.0000 0.00 08/31/2011 12X4269 1269230 09/30/2044 02007 5.079999600 815,000.0000 37,951.83 08/31/2011 12X4269 1269230 09/30/2042 02008 4.910000400 586,000.0000 26,374.89 08/31/2011 12X4269 1269230 09/30/2044 02008 4.910000400 426,000.0000 0.00 08/31/2011 12X4269 1269230 09/30/2043 02009 4.910000400 168,000.0000 7,561.40 08/31/2011 12X4269 1269230 09/30/2044 02009 4.910000400 235,000.0000 10,576.96 08/31/2011 ------------------------ ---------------------- 7,681,800.0000 321,087.39 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.430001600 18,010,000.0000 731,356.35 08/31/2011 12X4269 1269215 09/30/2059 02006 4.430001600 4,549,000.0000 184,727.38 08/31/2011 12X4269 1269215 09/30/2060 02006 4.430001600 1,000,000.0000 0.00 08/31/2011 12X4269 1269215 09/30/2059 02007 3.859999200 24,785,000.0000 876,975.73 08/31/2011 12X4269 1269215 09/30/2060 02007 3.859999200 2,802,000.0000 99,144.08 08/31/2011 12X4269 1269215 09/30/2061 02007 3.859999200 1,428,000.0000 0.00 08/31/2011 12X4269 1269215 09/30/2060 02008 4.659998400 21,489,000.0000 917,938.13 08/31/2011 12X4269 1269215 09/30/2061 02008 4.659998400 23,209,000.0000 991,410.78 08/31/2011 12X4269 1269215 09/30/2060 02009 4.659998400 5,743,000.0000 245,321.73 08/31/2011 12X4269 1269215 09/30/2061 02009 4.659998400 15,139,000.0000 646,687.39 08/31/2011 12X4269 1269215 09/30/2061 02010 4.659998400 22,661,000.0000 968,002.05 08/31/2011 12X4269 1269215 09/30/2061 02011 4.659998400 32,000,000.0000 1,366,932.86 08/31/2011 ------------------------ ---------------------- 172,815,000.0000 7,028,496.48 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.870000800 1,787,900.0000 79,814.85 08/31/2011 12X4269 1269217 09/30/2044 02006 4.870000800 109,000.0000 4,865.94 08/31/2011 12X4269 1269217 09/30/2042 02007 4.640000400 919,700.0000 39,117.91 08/31/2011 12X4269 1269217 09/30/2043 02008 5.090000400 1,551,980.0000 72,412.81 08/31/2011 12X4269 1269217 09/30/2044 02008 5.090000400 3,160,000.0000 147,440.34 08/31/2011 12X4269 1269217 09/30/2043 02009 5.090000400 264,000.0000 12,317.80 08/31/2011 12X4269 1269217 09/30/2044 02009 5.090000400 1,536,000.0000 71,667.21 08/31/2011 12X4269 1269217 09/30/2043 02010 5.090000400 292,000.0000 13,624.23 08/31/2011 12X4269 1269217 09/30/2044 02010 5.090000400 3,561,000.0000 166,150.34 08/31/2011 ------------------------ ---------------------- 13,181,580.0000 607,411.43 217 SUB-COHORT 12X4269 1269217 09/30/2044 02007 4.640000400 230,000.0000 9,782.67 08/31/2011 12X4269 1269217 09/30/2044 02011 5.090000400 2,413,000.0000 112,586.57 08/31/2011 ------------------------ ---------------------- 2,643,000.0000 122,369.24 ======================== ====================== 213,806,380.0000 8,685,340.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2058 02006 06/24/2011 INT + 0.0000 50,324.81 476184 1269215 09/30/2059 02007 06/24/2011 INT + 0.0000 22,561.69 476186 1269215 09/30/2059 02007 08/26/2011 SELL -2,500,000.0000 0.00 476258 1269215 09/30/2059 02007 08/26/2011 INT + 0.0000 48,249.99 476259 1269215 09/30/2059 02008 06/24/2011 INT + 0.0000 55,384.08 476188 1269215 09/30/2060 02008 06/24/2011 INT + 0.0000 96,578.46 476190 1269215 09/30/2060 02008 08/26/2011 SELL -3,500,000.0000 0.00 476260 1269215 09/30/2060 02008 08/26/2011 INT + 0.0000 81,549.97 476261 1269215 09/30/2060 02009 06/24/2011 INT + 0.0000 105,152.86 476192 1269215 09/30/2060 02009 08/26/2011 SELL -3,000,000.0000 0.00 476262 1269215 09/30/2060 02009 08/26/2011 INT + 0.0000 69,899.97 476263 1269215 09/30/2061 02010 08/26/2011 SELL -20,000,000.0000 0.00 476264 1269215 09/30/2061 02010 08/26/2011 INT + 0.0000 465,999.84 476265 1269216 09/30/2040 02006 06/24/2011 INT + 0.0000 449.64 476232 1269216 09/30/2040 02006 06/24/2011 INT + 0.0000 23.45 476234 1269216 09/30/2041 02006 06/24/2011 INT + 0.0000 347.98 476236 1269216 09/30/2041 02006 08/26/2011 SELL -8,200.0000 0.00 476270 1269216 09/30/2041 02006 08/26/2011 INT + 0.0000 160.30 476271 1269216 09/30/2041 02007 06/24/2011 INT + 0.0000 5,263.00 476238 1269216 09/30/2041 02007 08/26/2011 SELL -280,000.0000 0.00 476274 1269216 09/30/2041 02007 08/26/2011 INT + 0.0000 5,320.00 476275 1269216 09/30/2042 02006 08/26/2011 SELL -19,800.0000 0.00 476272 1269216 09/30/2042 02006 08/26/2011 INT + 0.0000 387.08 476273 1269216 09/30/2043 02008 06/24/2011 INT + 0.0000 209.00 476240 1269216 09/30/2043 02009 06/24/2011 INT + 0.0000 34,941.01 476242 1269216 09/30/2043 02010 06/24/2011 INT + 0.0000 684.00 476244 1269217 09/30/2040 02006 06/24/2011 INT + 0.0000 4,918.70 476194 1269217 09/30/2040 02006 06/24/2011 INT + 0.0000 796.24 476196 1269217 09/30/2041 02006 06/24/2011 INT + 0.0000 808.42 476198 1269217 09/30/2041 02007 06/24/2011 INT + 0.0000 3,647.04 476202 1269217 09/30/2041 02007 06/24/2011 INT + 0.0000 150.80 476204 1269217 09/30/2041 02008 06/24/2011 INT + 0.0000 1,715.33 476208 1269217 09/30/2041 02008 06/24/2011 INT + 0.0000 40.21 476210 1269217 09/30/2042 02006 06/24/2011 INT + 0.0000 3,265.33 476200 1269217 09/30/2042 02007 06/24/2011 INT + 0.0000 15,898.96 476206 1269217 09/30/2042 02008 06/24/2011 INT + 0.0000 60,672.80 476212 1269217 09/30/2043 02008 06/24/2011 INT + 0.0000 61,462.26 476214 1269217 09/30/2043 02009 06/24/2011 INT + 0.0000 25,959.00 476216 1269217 09/30/2043 02010 06/24/2011 INT + 0.0000 19,520.15 476218 1269230 09/30/2039 02005 06/24/2011 INT + 0.0000 14.69 476220 1269230 09/30/2040 02005 06/24/2011 INT + 0.0000 5,032.29 476222 1269230 09/30/2041 02006 06/24/2011 INT + 0.0000 12,721.79 476224 1269230 09/30/2042 02007 06/24/2011 INT + 0.0000 4,140.19 476226 1269230 09/30/2042 02008 06/24/2011 INT + 0.0000 8,175.15 476228 1269230 09/30/2043 02009 06/24/2011 INT + 0.0000 3,240.60 476230 ------------------------ ---------------------- -29,308,000.0000 1,275,667.08 ======================== ====================== -29,308,000.0000 1,275,667.08